It depends on the nature of the geometrical data in the kmz file. Note that a kmz file is actually a renamed zip file so if you change the extension, you can see what it is. It can be two things:
A kmz file containing (in a subfolder) a collada file (dae extension). In this case, you should be able to import it into SketchUp from File > Import > 3D (and select the proper file type).
The geometry is described in a top level kml file - in which case you can try this plugin.